+145.1%
MS vs SBAC
-43.7%
+188.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -0.3% | +6.9% | -7.2% | -1.4% |
| 3M | +0.3% | -8.2% | +8.5% | +1.6% |
| 6M | +31.3% | -1.6% | +33.0% | +30.7% |
| YTD | +24.7% | -0.1% | +24.8% | +23.3% |
| 1Y | +47.9% | -0.5% | +48.4% | +46.3% |
| 3Y | +178.3% | -9.1% | +187.4% | +174.5% |
| All | +145.1% | -43.7% | +188.7% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling